QSTFX vs. SIOAX
Compare and contrast key facts about Quantified STF Fund (QSTFX) and SEI Institutional Managed Trust Multi-Asset Income Fund (SIOAX).
QSTFX is managed by Advisors Preferred. It was launched on Nov 12, 2015. SIOAX is managed by BlackRock. It was launched on Apr 8, 2012.
Performance
QSTFX vs. SIOAX - Performance Comparison
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QSTFX vs. SIOAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
QSTFX Quantified STF Fund | -11.76% | -2.48% | 29.94% | 61.87% | -46.15% | 28.79% | 78.20% | 16.43% | -6.86% | 68.46% |
SIOAX SEI Institutional Managed Trust Multi-Asset Income Fund | 0.35% | 10.08% | 7.25% | 11.09% | -13.13% | 4.50% | 5.33% | 14.33% | -2.11% | 6.77% |
Returns By Period
In the year-to-date period, QSTFX achieves a -11.76% return, which is significantly lower than SIOAX's 0.35% return. Over the past 10 years, QSTFX has outperformed SIOAX with an annualized return of 13.98%, while SIOAX has yielded a comparatively lower 5.05% annualized return.
QSTFX
- 1D
- 0.29%
- 1M
- -7.73%
- YTD
- -11.76%
- 6M
- -14.62%
- 1Y
- 15.58%
- 3Y*
- 16.90%
- 5Y*
- 4.88%
- 10Y*
- 13.98%
SIOAX
- 1D
- 0.00%
- 1M
- -2.01%
- YTD
- 0.35%
- 6M
- 2.06%
- 1Y
- 7.45%
- 3Y*
- 8.34%
- 5Y*
- 3.72%
- 10Y*
- 5.05%
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QSTFX vs. SIOAX - Expense Ratio Comparison
QSTFX has a 1.55% expense ratio, which is higher than SIOAX's 0.80% expense ratio.
Return for Risk
QSTFX vs. SIOAX — Risk / Return Rank
QSTFX
SIOAX
QSTFX vs. SIOAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Quantified STF Fund (QSTFX) and SEI Institutional Managed Trust Multi-Asset Income Fund (SIOAX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| QSTFX | SIOAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.65 | 2.23 | -1.58 |
Sortino ratioReturn per unit of downside risk | 0.99 | 2.97 | -1.98 |
Omega ratioGain probability vs. loss probability | 1.14 | 1.52 | -0.38 |
Calmar ratioReturn relative to maximum drawdown | 0.88 | 2.39 | -1.52 |
Martin ratioReturn relative to average drawdown | 2.61 | 10.79 | -8.17 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| QSTFX | SIOAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.65 | 2.23 | -1.58 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.18 | 0.82 | -0.64 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.51 | 1.00 | -0.50 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.46 | 1.06 | -0.60 |
Correlation
The correlation between QSTFX and SIOAX is 0.33, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
QSTFX vs. SIOAX - Dividend Comparison
QSTFX's dividend yield for the trailing twelve months is around 12.07%, more than SIOAX's 4.92% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
QSTFX Quantified STF Fund | 12.07% | 10.65% | 5.12% | 1.03% | 0.00% | 21.93% | 20.82% | 0.52% | 2.57% | 39.11% | 0.01% | 0.00% |
SIOAX SEI Institutional Managed Trust Multi-Asset Income Fund | 4.92% | 5.37% | 6.08% | 6.49% | 6.11% | 3.87% | 3.05% | 4.43% | 3.29% | 4.31% | 4.27% | 6.30% |
Drawdowns
QSTFX vs. SIOAX - Drawdown Comparison
The maximum QSTFX drawdown since its inception was -49.03%, which is greater than SIOAX's maximum drawdown of -22.10%. Use the drawdown chart below to compare losses from any high point for QSTFX and SIOAX.
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Drawdown Indicators
| QSTFX | SIOAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -49.03% | -22.10% | -26.93% |
Max Drawdown (1Y)Largest decline over 1 year | -17.87% | -3.20% | -14.67% |
Max Drawdown (5Y)Largest decline over 5 years | -49.03% | -17.57% | -31.46% |
Max Drawdown (10Y)Largest decline over 10 years | -49.03% | -22.10% | -26.93% |
Current DrawdownCurrent decline from peak | -19.73% | -2.25% | -17.48% |
Average DrawdownAverage peak-to-trough decline | -15.63% | -2.35% | -13.28% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.99% | 0.71% | +5.28% |
Volatility
QSTFX vs. SIOAX - Volatility Comparison
Quantified STF Fund (QSTFX) has a higher volatility of 6.32% compared to SEI Institutional Managed Trust Multi-Asset Income Fund (SIOAX) at 1.09%. This indicates that QSTFX's price experiences larger fluctuations and is considered to be riskier than SIOAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| QSTFX | SIOAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.32% | 1.09% | +5.23% |
Volatility (6M)Calculated over the trailing 6-month period | 19.30% | 1.86% | +17.44% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.06% | 3.35% | +20.71% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 27.23% | 4.56% | +22.67% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.70% | 5.06% | +22.64% |